Premium ContentThe Black-Scholes Equation
Mathematical finance and options pricing
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What you'll unlock:
- 1. Introduction to Financial Derivatives
- 2. Stochastic Calculus: Brownian Motion
- 3. Itô's Lemma and Stochastic Differential Equations
- 4. Derivation of the Black-Scholes PDE
- 5. The Black-Scholes Formula
- 6. The Greeks: Delta, Gamma, Theta, Vega
- 7. Implied Volatility and the Volatility Smile
- 8. Monte Carlo Methods for Option Pricing
- 9. Extensions: American Options and Exotic Derivatives
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